+227.0%
SYK vs FN
+763.2%
-536.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.6% |
| 7D | -6.8% | +20.8% | -27.5% | -8.8% |
| 30D | +10.6% | -17.3% | +27.9% | +12.0% |
| 3M | -9.7% | -38.1% | +28.4% | -6.1% |
| 6M | +6.7% | -44.2% | +50.9% | +10.8% |
| YTD | -10.4% | -22.3% | +11.9% | -13.0% |
| 1Y | -14.0% | -20.9% | +6.9% | -17.3% |
| 3Y | +17.6% | +111.1% | -93.5% | -11.0% |
| 5Y | +24.6% | +191.8% | -167.2% | -15.3% |
| All | +227.0% | +763.2% | -536.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling